My favourite resource on Kalman is Tucker McClure's work: http://www.anuncommonlab.com/articles/how-kalman-filters-work/ http://www.anuncommonlab.com/articles/h

My favourite resource on Kalman is Tucker McClure's work: http://www.anuncommonlab.com/articles/how-kalman-filters-work/ http://www.anuncommonlab.com/articles/how-kalman-filters-wor...